+1,643.1%
TSM vs VT
+221.8%
+1,421.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.3% |
| 7D | +6.2% | +2.4% | +3.9% | +3.0% |
| 30D | -7.3% | -1.5% | -5.8% | -4.9% |
| 3M | -7.1% | -4.1% | -3.0% | -1.2% |
| 6M | +0.2% | +0.6% | -0.3% | +1.3% |
| YTD | +32.2% | +11.0% | +21.2% | +18.6% |
| 1Y | +42.8% | +13.3% | +29.4% | +24.9% |
| 3Y | +330.4% | +73.4% | +257.0% | +132.8% |
| 5Y | +263.9% | +57.4% | +206.5% | +122.8% |
| All | +1,643.1% | +221.8% | +1,421.3% | +401.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling